The year is 1814. The waters of the Thames have frozen for the final time, and the last of the Frost Fairs is being held upon the ice. Soon after their arrival, the Doctor and Bill notice eerie lights beneath their feet. When they chase a young pickpocket to the edge of the Fair, they watch in horror as he's dragged down through the ice to his death. They discover that an enormous creature lurks beneath the Thames, chained for generations by the ancestors of the pompous Lord Sutcliffe. Now the nobleman has discovered that the creature's waste acts as a fantastic source of fuel, and he will stop at nothing to preserve his family secret.

Sarah Dollard had written Face The Raven for Doctor Who's thirty-fifth season and, around the time of its transmission in the autumn of 2015, she found herself invited to contribute to Season Thirty-Six as well. She soon proposed setting a story around the last of London's Frost Fairs, which were sometimes held on the River Thames when it froze over. The Frost Fairs were most common between 1683 and 1814, but had been recorded as far back as the seventh century. Her friend, Lili Wilkinson, had researched the Frost Fairs for her 2009 fantasy novel Scatterheart, and Dollard saw appeal in an event which brought together all strata of London society. Indeed, Dollard wanted to prominently feature a group of street urchins in her narrative, since she felt that historical stories were an effective way to cast light on marginalised communities.

Discussing the notion with executive producer Steven Moffat, Dollard suggested that a Doctor Who adventure might explore why the Thames ceased icing over after 1814. In reality, this was principally due to the fact that the British climate was becoming milder as it emerged from the Little Ice Age, which had persisted since the mid-fourteenth century. The 1831 demolition of the old London Bridge was another contributing factor, since its structure had allowed ice to build up and stem the current, which facilitated the freezing process. Likewise, the construction of the Thames Embankment in the middle part of the nineteenth century also prompted the river to run more swiftly. Dollard thought that there might be a more fantastical explanation for the phenomenon, and Moffat suggested the presence of an enormous monster below the waters of Thames. He had always been struck by the serpentine geography of the river, and liked the idea that it conformed to the shape of a giant creature.

Sarah Dollard consulted closely with Steven Moffat about the attitudes of the 19th-century characters towards Bill

Dollard's first draft script was completed towards the end of March 2016. At this stage, Sutcliffe's workers were convinced to turn against their employer and free the creature from its restraints. By early May, the adventure was known as Thin Ice, in reference to the expression for a tenuous situation probably coined by Ralph Waldo Emerson in his 1841 essay Prudence. Amongst the street urchins, Harriet was named after Dollard's goddaughter. Sutcliffe was so-called in reference to Dr Donald Sutcliffe, a neurologist in a 2013 episode of the American drama Hannibal who was a colleague of the titular serial killer. Since the new companion, Bill Potts, was planned to be a person of colour, Dollard consulted closely with Moffat about how to portray the attitudes of the nineteenth-century characters towards her. In particular, the Doctor originally punched Sutcliffe because of his indifference towards the creature's victims. This was refined to become a reaction to Sutcliffe's overt racism.

Since Thin Ice would portray Bill's first journey into the past, it was positioned as the season's third episode. It was made as part of the second recording block alongside Knock Knock, which was initially intended to be broadcast in the middle of the run, but would ultimately follow Thin Ice as episode four. The director was Bill Anderson, making his only contributions to Doctor Who.

Production on Thin Ice began on August 1st. At this stage, it was intended that Nardole would only appear in the epilogue set in the Doctor's office at St Luke's University, so this was the first scene to be taped, at Roath Lock Studios in Cardiff. With Matt Lucas' involvement in the episode apparently complete, Anderson's team travelled a mile north to Enterprise House. Currently the premises of Business In Focus, it offered spaces suitable as the dredger's yard and the workhouse. The nearby Custom House then posed as the urchins' hideout on August 2nd. The rest of the week -- from the 3rd to the 5th -- was spent back at Roath Lock. The first day was confined to the standing TARDIS set, after which work began on the extensive set for the Frost Fair and the frozen Thames. This included material inside Sutcliffe's tent on the 5th, prior to a break for the weekend.

Three more days on the Frost Fair set followed, spanning August 8th to 10th. Part of the first day was dedicated to the various tents: one which offered games of skittles, one where the Pie Man plied his wares, and one where the urchins examined the sonic screwdriver. More scenes in Sutcliffe's tent were the focus of recording on the last day. Anderson then concentrated on Knock Knock for the next three weeks.

As a result, it wasn't until August 29th that filming resumed on Thin Ice. Since the production of Knock Knock had taken place entirely on location, the Frost Fair set had remained in place at Roath Lock, and this was where the cast and crew spent the day. On August 30th and 31st, Sutcliffe's residence was actually Kings Weston House, a mansion in Bristol which was constructed in the early eighteenth century. A green screen was also erected at the site so that Gough could record some of the underwater scenes. Then it was back to Roath Lock on September 1st and 2nd for more material on the frozen Thames, including sequences on Blackfriars Bridge.

After the weekend, September 5th and 6th were the final days of principal photography on Thin Ice. The primary Frost Fair set at Roath Lock remained the centre of attention, while additional areas of the icy river had now also been constructed in the studio. More shots beneath the surface of the Thames were recorded against a green screen on the second day, alongside various inserts. On September 22nd, further underwater elements were filmed at Pinewood Studio Wales in Cardiff, including some that were achieved as model shots. This should have completed Thin Ice but, by early 2017, Moffat had decided to incorporate an extra sequence involving Nardole and the mysterious vault which had been introduced in the season premiere, The Pilot. Anderson recorded the new concluding scene at Roath Lock on February 22nd.

Dialogue removed in editing would have referenced the Doctor's previous excursion to the 1814 Frost Fair with River Song, as described in 2011's A Good Man Goes To War. Thin Ice aired on April 29th, with Pointless Celebrities back as its lead-in after a week off. Unexpectedly, the episode actually made its debut in North America, when an error resulted in its availability on Apple's iTunes service about four hours prior to its transmission in the United Kingdom.

• Doctor Who: The Complete History #86, 2018, “Story 267: Thin Ice”, edited by Mark Wright, Hachette Partworks Ltd.